Theoretical / proof-based
Advanced time series · Graduate · Statistics
Topics
Asymptotic theory for time series
- Asymptotics for ARMA MLE
- CLT for martingale difference sequences
- Spectral estimation consistency
- Unit root asymptotics (introduction)
- Proofs of optimality for BLUP forecasts
- Large-sample theory for GARCH (overview)
Additional applied practice
- Reviewing assumptions with domain experts
- Documenting analysis choices for reproducibility
- Sensitivity analyses for key modeling decisions
- Connecting results to the original research or business question
Pricing
Graduate-level rates are set on consultation. See the pricing page for K–12 and undergraduate rates.